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EIMI.L vs. IDTW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EIMI.L vs. IDTW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI EM IMI UCITS ETF (EIMI.L) and iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EIMI.L achieves a 14.85% return, which is significantly lower than IDTW.L's 51.77% return. Over the past 10 years, EIMI.L has underperformed IDTW.L with an annualized return of 8.91%, while IDTW.L has yielded a comparatively higher 19.92% annualized return.


EIMI.L

1D
-2.10%
1M
-9.18%
6M
9.56%
YTD
14.85%
1Y
28.94%
3Y*
18.24%
5Y*
6.52%
10Y*
8.91%

IDTW.L

1D
-3.99%
1M
-10.58%
6M
42.72%
YTD
51.77%
1Y
73.35%
3Y*
37.69%
5Y*
18.84%
10Y*
19.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIMI.L vs. IDTW.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
14.85%32.16%7.36%11.03%-19.67%-0.65%18.80%16.37%-14.18%36.94%
IDTW.L
iShares MSCI Taiwan UCITS ETF USD (Dist)
51.77%31.78%23.61%28.84%-29.55%28.51%34.35%34.44%-9.12%28.06%

Correlation

The correlation between EIMI.L and IDTW.L is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (10Y)
Calculated over the trailing 10-year period

0.80

Correlation (All Time)
Calculated using the full available price history since May 30, 2014

0.80

The correlation between EIMI.L and IDTW.L has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.

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Return for Risk

EIMI.L vs. IDTW.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EIMI.L
EIMI.L Risk / Return Rank: 5050
Overall Rank
EIMI.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
EIMI.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
EIMI.L Omega Ratio Rank: 4949
Omega Ratio Rank
EIMI.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
EIMI.L Martin Ratio Rank: 5353
Martin Ratio Rank

IDTW.L
IDTW.L Risk / Return Rank: 9191
Overall Rank
IDTW.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IDTW.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
IDTW.L Omega Ratio Rank: 8989
Omega Ratio Rank
IDTW.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
IDTW.L Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EIMI.L vs. IDTW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EM IMI UCITS ETF (EIMI.L) and iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EIMI.LIDTW.LDifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.30

Omega ratioGain probability vs. loss probability

1.25

1.43

-0.17

Calmar ratioReturn relative to maximum drawdown

2.28

5.05

-2.77

Martin ratioReturn relative to average drawdown

7.08

16.48

-9.40

EIMI.L vs. IDTW.L - Sharpe Ratio Comparison

The current EIMI.L Sharpe Ratio is 1.34, which is lower than the IDTW.L Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of EIMI.L and IDTW.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EIMI.L vs. IDTW.L - Drawdown Comparison

The maximum EIMI.L drawdown since its inception was -38.73%, smaller than the maximum IDTW.L drawdown of -60.07%. Use the drawdown chart below to compare losses from any high point for EIMI.L and IDTW.L.


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Drawdown Indicators


EIMI.LIDTW.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.73%

-60.07%

+21.34%

Max Drawdown (1Y)

Largest decline over 1 year

-12.66%

-14.46%

+1.80%

Max Drawdown (3Y)

Largest decline over 3 years

-17.44%

-28.24%

+10.80%

Max Drawdown (5Y)

Largest decline over 5 years

-33.67%

-40.98%

+7.31%

Max Drawdown (10Y)

Largest decline over 10 years

-38.73%

-40.98%

+2.25%

Current Drawdown

Current decline from peak

-10.66%

-14.46%

+3.80%

Average Drawdown

Average peak-to-trough decline

-13.92%

-12.59%

-1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

4.44%

-0.37%

Volatility

EIMI.L vs. IDTW.L - Volatility Comparison

The current volatility for iShares Core MSCI EM IMI UCITS ETF (EIMI.L) is 8.54%, while iShares MSCI Taiwan UCITS ETF USD (Dist) (IDTW.L) has a volatility of 12.06%. This indicates that EIMI.L experiences smaller price fluctuations and is considered to be less risky than IDTW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIMI.LIDTW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.54%

12.06%

-3.52%

Volatility (6M)

Calculated over the trailing 6-month period

19.59%

24.76%

-5.17%

Volatility (1Y)

Calculated over the trailing 1-year period

21.58%

28.27%

-6.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.85%

23.97%

-5.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.23%

22.41%

-3.18%

EIMI.L vs. IDTW.L - Expense Ratio Comparison

EIMI.L has a 0.18% expense ratio, which is lower than IDTW.L's 0.74% expense ratio.


Dividends

EIMI.L vs. IDTW.L - Dividend Comparison

EIMI.L has not paid dividends to shareholders, while IDTW.L's dividend yield for the trailing twelve months is around 0.99%.


PositionTTM20252024202320222021202020192018201720162015
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDTW.L
iShares MSCI Taiwan UCITS ETF USD (Dist)
0.99%1.51%1.43%2.09%3.39%1.35%1.73%2.15%2.78%2.70%3.10%3.33%

Frequently Asked Questions


EIMI.L and IDTW.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EIMI.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EIMI.L is cheaper with a 0.18% expense ratio, compared with 0.74% for IDTW.L.

EIMI.L is categorized as Emerging Markets Equities, while IDTW.L is Technology Equities. EIMI.L tracks MSCI Emerging Markets Investable Market Index, while IDTW.L tracks MSCI Taiwan 20/35 Index (Net) (USD). Their fees differ too: 0.18% for EIMI.L and 0.74% for IDTW.L.

Portfolio Optimizer

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